NARAYANA ENGINEERING COLLEGE:: GUDUR

DEPARTMENT OF ECE
II B.TECH (2014-15) I SEM
SUB: PTSP Staff Name: D.Sreelakshmi

Unit – I

Probability & The Random Variable

1. Let S1 and S2 be the sample spaces of two sub experiments. The combined sample space S is
[ ]
a) S1|S2 b) S1*S2 c) S1-S2 d) S1+S2
2. If events A and B are statistically independent, the probability of the joint occurrence of the two events is
equal to [ ]
a)P(A)P(B) b)P(A) c)P(B) d)P(A)/P(B)
3. A discrete random variable is one having [ ]
a) Continuous values b)1,2 c)-∞ to 0 d)only discrete values
4.Given that P(A)=0.9,P(B)=0.89, P(A∩B) =0.84,then P(AUB) is [ ]
a) 0.95 b)9.5 c)0.958 d)0.095
5. The conditional Probability of event A, given event B is expressed as [ ]

a) P (A ∩ B)/P(A) b) P(AUB) /P(A) c) P (A ∩ B)/P(B) d) P(AUB) /P(B)

6. If A is a subset of B, then it is denoted as [ ]

a) A subset B b) A≥B c) A<B d) A
7. A real RV is defined as [ ]

a) A real function of the elements of a sample space b) A discrete function of the elements
c) A complex function of the elements d) A complex function of the elements of a sample space
8. A mixed random variable RV is one having [ ]

a) discrete values only b) -∞ to 0 c) both continuous and discrete d) continuous values only

9. The uniform probability density function in the range {a, b} can be expressed as [ ]

a) ab b) c)b/a d) a)

10. From a bag of 3 red , 4 green and 5 white balls , a ball is drawn at random then what is the probability given
is a red ball is [ ]
(a) 1/2 (b)1/4 (c) 3/4 (d) 1/3

11. A random variable X has the probability density function

f(X) = 1/5 ; for -3 < x < 3
= 0 otherwise Then P(X < 1) = ___________ [ ]

(a) 4/5 (b)3/5 (c) 2/5 (d) 1/5

12. A random variable X has the following probability distribution

X 0 1 2 3 4 5 6 7 8
f(X) a 3a 5a 7a 9a 11a 13a 15a 17a

Then the value of a is [ ]

(a) 1/61 (b) 1/71 (c) 1/91 (d) 1/81

13. A set contain _________element is called singleton set . [ ]

a) Single b) Double c) Both d) None

14. The PDF fx(x) is defined as _____________ [ ]

a) derivative of CDF b) derivative of PDF c) Integral of CDF d)None
15. If Fxy (∞, y) = Fy(y) is a _____________ Function. [ ]
a) MDF b) CDF c) PDF d) None

16. X and Y are said to be ____________RV’s when P(X<x, Y<y) = 0 [ ]

a)Statistically dependent b)statistically Independent c) Both d) None
17. A∩(BUC) is expressed as [ ]
a)(A∩B)U(A∩C) b)(A∩B)UC c)(AUB) ∩(AUC) d) None
18. The mean of Binomial Distribution is [ ]
(a) pq (b) nq (c) np (d) npq
19) P(A U B) ______ P(A) + P(B)
a) ≤ b) ≥ c) = d) none
20. For mutually exclusive events , the joint probability is [ ]
a)1 b)0 c)∞ d)0.5

Unit – II

Multiple Random Variables & Operations on Multiple Random Variables

1. Two random variables x & y have the joint characteristic function is Defined as [ ]

  ( , )   ( , )
nk nk

n+k x, y 1 2 n+k x, y 1 2
a) mnk=(-j) b) mnk=(j)
   
n k n k
1 2 1 2

  ( , )   ( , )
nk nk
x, y 1 2 x, y 1 2
c) mnk=(j)- n+k d) mnk=(-j)- n+k
   
n k n k
1 2 1 2

2. Central limiting is mostly applicable to statistically [ ]

a)dependent random variables b) independent random variables
c)all random variables d) any random variables
3) The joint probability density function is defined as [ ]
a) derivative of the joint pdf b)second derivative of the joint pdf
c)Sum of two individual pdfs d)integration of the joint pdf
4) For N random variables, the sum YN=X1+X2+…..+XN has Gaussian random variables as N tend to [ ]
a)finite b)infinity c)unity d)zero
5) Two random variables X and Y have means 1 and 2 respectively and variance 4 and 1 respectively. Their
correlation coefficient is 0.4.New random variables W and v are defined as V=-X+2Y,W=X+3Y.The
correlation and correlation coefficient of V and W is [ ]
a)22.2 and 0.08 b)0.222 and 0.8 c) 0.08 and 2.22 d)2.22 and 0.8
6) Two independent random variables, X and Y are always [ ]
a)Correlated b)uncorrelated c)have COV(X,Y)=0 d)have correlation coefficient -1
7) The (n+k)th order joint moment of two random variables X and Y is defined as mnk [ ]
a) f(x,y)dx b) f(x,y)dy c) f(x,y) dxdy d) f(x,y) dxdy
8) Uncorrelated Gaussian random variables are always [ ]
a)not independent b) independent c) have non zero co-variance d) have correlation coefficient 1
9) Independent random variables with zero mean are [ ]
a)orthogonal b)non-orthogonal c)correlated d)none
10) Which of the following is the marginal characteristic function? [ ]
a) Φx,y(0,0) b) Φx,y(w1,0) c) Φx,y(w1,w2) d) Φx,y(w1,w2)
11. Let X & y be random variables with the joint density function f(X) = 2; for 0≤ x < y <1
Then the marginal density function of X is [ ]
(a) 2x2 (b) 2(1+x) (c) 2x (d) 2(1-x)

12. Two RVs, and , have variances K and 2 respectively. A random variable Y is defined as Y=3 - .If
var(Y)=25,then K is [ ]

a)6 b)7 c)8 d)9

13. The characteristic function (ω) at ω=0 is [ ]

a) ∞ b)-1 c)0 d)1

14. The second central moment is also known as [ ]

a) variance b)standard deviation c)mean d)skew

15. The relation between the joint probability density function and joint probability distribution function of two
random variables X & Y is [ ]
 (a) f X,Y(x,y) =  F X,Y(x,y) /  x (b) f X,Y(x,y) =  2 F X,Y(x,y) / x  y
(c) f X,Y(x,y) =  2 F X,Y(x,y) / x 2 (d) None

16.   f X,,Y(x,y) dx dy = _______ [ ]

(a) -1 (b) 2 (c) 0 (d) 1

17. Characteristic function is used to find moments about following of RV [ ]

a) Origin b) mean c) Skew d)Variance
18. σXY=E (XY) - ----------------- [ ]
a) E[X] +E[Y] b) E[X]E[Y] c) E[X] d) E[Y]
19) E [aX + Y/b] = ______ [ ]

a) Not possible b) a E[X] + E [Y] c) a E[X] + E [Y]/b d) none

20. Gaussian R.V are completely defined through only their [ ]

a) first order moments b) second order moments c) both d) covariance

UNIT III

Random Processes-Temporal characteristics

1. An ergodic random process has E[X(t)]=5, then A[X(t)]= [ ]

a)3 b)4 c)5 d)6

2. A random process is an extension of random variable that is a function of [ ]

a) Frequency b) Time c) sample space d) sample space and time

3. Consider a random process x(t) = cos(ωt + Ө) where ω is a real constant and Ө is a uniform random variable
in (0, π/2). Find the average power in the process. [ ]
a)2/7 b) 1/4 c) 1/2 d) 1/6

4. A random process X(t), has time averages equal to ensemble averages, such a random process is called
[ ]
a) stationary b) ergodic c) cyclostationary d) deterministic

5. E[X+Y] = E[X] +E[Y] for [ ]

a) only independent X&Y b) any X&Y c) orthogonal X&Y d) uncorrelated X&Y

6. Two WSS Processes x(t) and y(t) are jointly wide sense stationary if [ ]
a) E[x(t) y(t)] = E[x(t) ] E[y(t)] b) cov[x(t) y(t)] = var[x(t)] var[y(t)]

c) Rxy(t, t+ τ) = Rxy(τ) , E[x(t)] = const & E[y(t) ]= const d) none

7. Correlation coefficient can take values in the range [ ]

a) (0,1) b) (-1,1) c) (-1,0) d) (0, ∞)
8. A random process X(t) is said to be strict sense stationary if

for [ ]

a)N=2 b)N=10 c)N=5 d) any value of ’N’

9. Two random variables X & Y are orthogonal whose covariance is CXY = E[XY]-20. What is the value of
cross correlation RXY = [ ]
a) 10 b) 20 c) 5 d) 30

10. The covariance of two independent random variables is [ ]

a) 0 b) 1 c)2 d)3

11. A stationary random process X(t) is periodic with period 2T.Its autocorrelation function is [ ]
a)non-periodic b) periodic with period T c) periodic with period 2T d) periodic with period T/2
12.If =0, then X and Y are [ ]
a) independent b)orthogonal c) independent and orthogonal d)statistically independent
13.If the future value of a sample function cannot be predicted based on its past values the process is referred to
as [ ]

a) deterministic process b) non-deterministic process c)independent process d)statistical process

14. For an ergodic process [ ]

a) mean is necessary zero b) Mean square value is infinity
c) Mean square value is independent of time d) all time average are zero

15. If R XX (t+T) = R XX(T) then it is [ ]

a) Periodic b) non - Periodic c) Both d) none
16) How to calculate Nth order moments [ ]
a) Using Characteristic Function b) Using Moment generating Function c) both d) none

17) Skew is a _________ order moment about _________ [ ]

a) 5, mean b) 3, origin c) 5, origin d) 3, mean

18. The variance of the R.V ,taking values of getting heads if two coins are tossed is [ ]
a) 2 b) 1/2 c)1 d)0
19. If the two random process are uncorrelated then the correlation coefficient is equal to [ ]

a) 1 b)0 c)0.5 d) 0.25

20.Let X(t) be a random Process which is wide sense stationary, then [ ]
a)E[X(t)]=constant b)E[X(t)X(t+T)]= (T)
c) E[X(t)]=constant and E[X(t)X(t+T)]=RXX(τ) d) E[X(t)]=0

UNIT IV

Random Processes-Spectral characteristics

1. The time average of the autocorrelation function and the power spectral density form a pair of [ ]
a) Fourier transform b) Laplace transform c) Z-transform d) Convolution.
2. The power spectral density of WSS is always [ ]
a)Negative b)non-negative c) finite d) can be negative or positive
3. For a WSS process , PSD at zero frequency gives [ ]
a) The area under the graph of a power spectral density b) Area under the graph of the autocorrelation of
the process c) mean of the process d) variance of the process
4. X(t)=A cos(ω0t+ө),where A and ω0 are constants and ө is a random variable uniformly distributed over
(0,π).the average power of X(t) is [ ]
a) ө b) A2/2 c)A2/4 d)A2/8
5. A WSS Process X(t) has an autocorrelation function RXX(τ)=e-3|τ| .The psd is [ ]
a) 6/(9+ω2) b)9/(6+ω2) c) 3/(9+ω2) d)9/(3+ω2)
6. The real and imaginary parts of SYX(ω) is an ______ and ________function of ω respectively. [ ]
a)odd, odd b)odd, even c)even, odd d)even, even
7. If (ω) =16/ω2+16, (ω)= ω2/ω2+16 and X(t) and Y(t) are of zero mean, U(t)=X(t)+Y(t).,SXY(ω) is
[ ]
a) ω2/ ω2+16 b) ω/ ω2+16 c) 4ω/ ω2+16 d) 16/ ω2+16
8. The average power of the random process having psd (ω) is is [ ]

a) b) c) d) zero

9. The cross spectral density (ω) = [ ]

a) (ω) (-ω) (-ω) (ω)

10.If X(t) and Y(t) are orthogonal ,then [ ]
a) (ω) 0 b) (ω)=1 c) (ω)>1 d) (ω)<1
11. A random process is given by Z(t)=AX(t)+BY(t) where A and B are real constants. X(t) and Y(t) are jointly
WSS processes. The cross power spectrum (ω) is [ ]

a) A (ω) (ω) b) A (ω) (ω) A (ω) (ω) A (ω) (ω)

12. The cross power is [ ]

 a) b) c) d)

13. The average power is [ ]

a) b) c) d)
14. A random process is given by Z(t)=AX(t)+BY(t) where A and B are real constants. X(t) and Y(t) are jointly
WSS processes. The cross power spectrum (ω) is [ ]

a) A (ω) (ω) b) A (ω) (ω) A (ω) (ω) A (ω) (ω)

15. If X(t) and Y(t) are uncorrelated and of constant means, E[X ] and E[Y] respectively, then (ω) is [ ]

a) E[X ] E[Y] b) 2 E[X ]E[Y] c) 2 π E[X ]E[Y] d)

16. The autocorrelation function of a WSS random process X(t) is (τ)=4+2 .The area enclosed by the
psd curve of X(t) is [ ]
a)6 b) 2 c) 8 d) 4

17. RXX(τ)= 4+ cosωτ . Find average power in the process which as zero mean [ ]
a) 2 b) 3 c) 4 d) 5

18. Wiener –khinchine relation states that_________ [ ]

a) Auto correlation & PSD of random process from a Fourier transform pair
b) Cross correlation & PSD of random process from a Fourier transform pair
c) Auto correlation & PSD of random process from a Laplace transform pair
d) cross correlation & PSD of random process from a Laplace transform pair
19. Expression for power spectral density of random process X(t) is [ ]

a) b) 2 π E[X ]E[Y] c) d)

20. The autocorrelation function of a process with psd of is [ ]

a) 4exp(-|τ|) b) exp(-|τ|) c) 4exp(-2|τ|) d) 1

UNIT V

Linear Systems with Random Inputs

1.The system is said to be a linear system if the system satisfies the [ ]

a)principles of superposition b)principle of homogeneity
c)principle of superposition & homogeneity d)reciprocity principle.
2. For LTI system , the response y(t) for any input x(t), with the known impulse response can be determined
using the following integral. [ ]
a)convolution b)Fourier c)Laplace d)Fourier & Laplace
3.For an LTI system, its impulse response and transfer function form a pair of [ ]
a)Laplace Transform b)Fourier Transform c)Z-Transform d)Convolution
4. The cross correlation between X(t) and Y(t) is Rxy(τ)= [ ]
a) h(τ)*Rxy(τ) b) h(-τ)*Rxx(τ) c)h(-τ)*Rxy(τ) d) h(τ)*Ryx(τ)
5.A random process X(t) of mean 3 is applied ito a delay element. The mean of the output process is
a)2 b)3 c)1.5 d)9 [ ]

6.If the power spectrum of a band pass random process is zero outside some frequency band width w that
does not include ω=0,the process is called [ ]
a) band limited b) band pass c) narrow band d) stationary
7. A process is said to narrow band if the frequency band width w is-----frequency near band centre.
[ ]
a)equal to the b) much greater than c) much lesser than d) twice the
8. If the power density spectrum SNN (ω) of random process has its significant components clustered in a
band width BN Hz that does not include w=0.Then the process is [ ]
 a) band limited b)band pass c)narrow band d)stationary.
9. The output power density of Y(t) can be obtained by, SYY(ω)= [ ]
a) Sxx(ω)/H(ω) b) Sxx(ω)/|H(ω)|2 c) Sxx(ω)|H(ω)| d) Sxx(ω)|H(ω)|2

10 .The cross power density of X(t) and Y(t) can be obtained by SYx(ω)= [ ]
a) Sxx(ω)H(ω) b) Sxx(ω)H*(ω) c) H(ω)/ Sxx(ω) d) H*(ω)/ Sxx(ω)

11..The noise band width of an RC low pass filter is(H(ω)=1/1+jωRC) [ ]

a)1/2RC b)1/3RC c)1/4RC d)1/5RC

12.If Rxx(𝜏)=3δ(𝜏) and H(ω)=1/6+jω,then the mean square value of output is [ ]

a)3 b)4 c)1/3 d)1/4

13.The cross correlation between X(t) and Y(t) is Rxy(𝜏)= [ ]

a)h(𝜏)* Rxx(𝜏) b)h(-𝜏)* Rxx(𝜏) c) h(-𝜏)* Rxy(𝜏) d) h(𝜏)* Ryx(𝜏)

14.X(t) is a WSS process with zero mean. It is the input of an LTI system with H(ω)=1/jω+2. If Rxx(𝜏)= ,
the area enclosed by the autocorrelation function of output process is

[ ]
a)1 b)1/2 c)1/16 d)1/4

15.A random process with psd K watts/Hz for -∞<f<∞ is passed through a system with transfer function
H(f)=2 for -B≤f≤B and zero elsewhere. The output power of the system is [ ]
2
a)BK b)2BK 3)BK/2 d)B K

16.A random process X(t) has Rxx(𝜏)=A2+B. ,Where A and B are +ve constants,the mean value of the

response of a system having an impulse response h(t)= for t>0,where K is real positive constant,for which
X(t) its input is [ ]
2
a)A/K b)AK c)AK d)A

17.A Gaussian filter has the transfer function [ ]

H(f) = for |f|< ∞

=0 elsewhere. Its 3db band width is

a)0.58/K b) K(0.58) c) 0.58 d) K2(0.58)

18.If the input power spectral density of a system is Sxx(ω)=N0 and its output psd is Syy(ω)=N0[ω2+9/ ω2+16],
then the transfer function of the system is [ ]
a)ω-j3/ω-j4 b) ω+j3/ω+j4 c) ω+j4/ω+j3 d)ω-j4/ω-j3

19) When two random variables are orthogonal the CXY =____ [ ]
a) E[X].E[Y] b) –E[X].E[Y] c) -E[XY] d) NONE
20. Autocorrelation functions of response is [ ]
a) Ryy (T) = Rxx ( ) * h (-T) * h (T) b) Ryy (T) = - Rxx ( ) * h (-T) * h (T)
c) Ryy (T) = Ryx (T ) * h (-T) * h (T) d) Ryy (T) = Rxy(T ) * h (-T) * h (T)